Results 181 to 190 of about 53,498 (290)
Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Sci RepKumar S, Wilmott CM.
europepmc +1 more source
Conditional autoencoder asset pricing models for the Korean stock market. [PDF]
PLoS One, 2023 Kim E, Cho T, Koo B, Kang HG.
europepmc +1 more source
Systemic Credit Risk Premium: Insights From Credit Derivatives Markets
Journal of Futures Markets, Volume 45, Issue 9, Page 1448-1465, September 2025.ABSTRACT This study examines the market‐implied premiums for bearing systemic credit risk by analyzing credit derivatives on the CDX North American Investment Grade portfolio from September 2005 to March 2021. We construct systemic credit risk premium (SCRP) as the difference between the observed prices of multiname super‐senior tranches and their ...
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
wiley +1 more source
Arbitrage Pricing Theory: Evidence From An Emerging Stock Market
, 2005 Javed Iqbal, Aziz Haider
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Social Media, Traditional News and Stock Returns: A Causal Mediation Analysis
Intelligent Systems in Accounting, Finance and Management, Volume 32, Issue 3, September 2025.ABSTRACT Increasing computing power and access to the internet have amplified the role of social media and online news media on financial market outcomes. However, these two sources of information are intertwined in such a way that information flows between them.
Kingstone Nyakurukwa, Yudhvir Seetharam
wiley +1 more source
A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
HeliyonLiu J, Zhou L, Yu H.
europepmc +1 more source
What (If Anything) is Wrong with High-Frequency Trading? [PDF]
J Bus Ethics, 2023 Mildenberger CD.
europepmc +1 more source